+1,252.0%
MSTR vs PEP
+593.4%
+658.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +12.2% | -1.4% | +13.6% | +12.6% |
| 30D | +45.2% | +0.2% | +44.9% | +44.9% |
| 3M | +10.4% | -1.1% | +11.5% | +10.5% |
| 6M | -2.5% | -13.5% | +11.0% | +1.6% |
| YTD | -6.0% | -1.2% | -4.8% | -6.6% |
| 1Y | -56.4% | -1.6% | -54.9% | -56.8% |
| 3Y | +306.3% | -12.5% | +318.8% | +310.4% |
| 5Y | +100.5% | +3.0% | +97.5% | +92.8% |
| 10Y | +741.1% | +73.9% | +667.2% | +562.5% |
| All | +1,252.0% | +593.4% | +658.5% | +616.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling